Market Data and Flow Derivative Quant | London | Bloomberg Careers

Market Data and Flow Derivative Quant

Careers at Bloomberg

Back to Search


Posted Feb 5, 2018 - Requisition No. 64988

The Role:

Bloomberg's Cross-Asset Derivatives Quant Team is responsible for modelling, implementing and deploying derivatives pricing models across all asset classes (FX, Equity, Rates, Commodity, Credit) to the entire suite of Bloomberg products and services, including its terminal with 300,000+ clients, trading system solutions, enterprise risk management, and derivatives valuation service. The group ensures that state-of-the-art models driven by high quality market data are brought together in robust, fast and accurate implementations that keep Bloomberg at the cutting edge of derivatives analytics.
The team seeks a Quant experienced in the practical implementation of front office derivatives pricing models and data modelling. Experience in Equity and/or Credit is preferred. You will participate in the full life-cycle of quantitative development ranging from model research, prototyping, production implementation, deployment and ongoing maintenance, as well as interaction with internal and external clients.

Typical responsibilities include:

  • You will be designing algorithms for the automatic and statistical validation of market data, both from exchanges and from Bloomberg contributors, their aggregation into composite sources
  • Calibration of curves and volatility surfaces, interpolation and extrapolation of data, creation of proxies
  • Research, implementation and maintenance of models for pricing flow and moderately exotic equity instruments
  • You will take ownership for documenting and communicating these findings to internal and external clients as necessary

You'll need to have:

  • 3+ years of experience in financial modeling and knowledge of market conventions and practices
  • Hands-on implementation experience (C/C++ required, Python optional) and best practices in software development, including version control, unit and regression testing
  • Strong knowledge of mathematical finance and of numerical techniques employed in derivatives pricing models
  • Strong team-player comfortable in a multi-developer environment with interactions with quants, IT groups and product managers
  • Good oral and written communication skills
  • Ph.D in a technical discipline (mathematics, finance, physics, engineering or similar field)

Why Bloomberg?

Bloomberg is committed to diversity. It drives our innovation. At Bloomberg, you'll have the opportunity to go above and beyond and to take risks. You'll be a part of an organization that is entering new markets, launching new ventures, and pushing boundaries. Our ever-expanding array of technology, data, news, and media services fosters innovation and empowers clients -- and offers nearly limitless opportunities for career growth

If this sounds like you:

Apply if you think we're a good match. We'll get in touch to let you know what the next steps are, but in the meantime feel free to have a look at the below to give you an idea of how the quant work contributes to the overall Bloomberg offering:

We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, colour, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.

Opening date: 5th February 2018

Closing date: 5th March 2018
Compensation: Competitive salary plus benefits

Similar jobs

    The Bloomberg Talent Network

    Stay connected with us and be among the first to learn about new job opportunities. We’ll use the information you provide to help us get in touch with you to align your expertise with our opportunities and better direct our conversations.